Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"USA"
~person:"Bollerslev, Tim"
~source:"econis"
~subject:"Financial crisis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Die Informationseffizienz der...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
USA
Financial crisis
Estimation
68
Schätzung
68
Volatility
49
Volatilität
49
Capital income
39
Kapitaleinkommen
39
Theorie
32
Theory
32
United States
28
Börsenkurs
26
Share price
26
Forecasting model
22
Prognoseverfahren
22
Risikoprämie
22
Risk premium
22
Time series analysis
19
Zeitreihenanalyse
19
Deutschland
13
Exchange rate
13
Germany
13
Wechselkurs
13
Japan
11
Statistical distribution
11
Statistische Verteilung
11
US dollar
11
US-Dollar
11
ARCH model
10
ARCH-Modell
10
Deutsche Mark
10
Beta risk
9
Betafaktor
9
High-frequency data
9
Stochastic process
9
Stochastischer Prozess
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Impact assessment
7
Option pricing theory
7
Optionspreistheorie
7
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Article
14
Book / Working Paper
14
Type of publication (narrower categories)
All
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Article in journal
13
Aufsatz in Zeitschrift
13
Aufsatz im Buch
1
Book section
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
28
Author
All
Bollerslev, Tim
Aizenman, Joshua
247
Bordo, Michael D.
184
Eichengreen, Barry
164
Caporale, Guglielmo Maria
162
Acharya, Viral V.
160
Caballero, Ricardo J.
145
Krishnamurthy, Arvind
130
Gupta, Rangan
128
Claessens, Stijn
120
Stulz, René M.
118
Allen, Franklin
113
Reinhart, Carmen M.
113
Taylor, Alan M.
111
Laeven, Luc
109
Peydró, José-Luis
108
Kose, M. Ayhan
101
Borio, Claudio E. V.
100
Mendoza, Enrique G.
98
Belke, Ansgar
95
Adrian, Tobias
93
Shin, Hyun Song
93
Gil-Alaña, Luis A.
92
Schmukler, Sergio L.
92
McAleer, Michael
89
Mishkin, Frederic S.
83
Goodhart, Charles A. E.
82
Stiglitz, Joseph E.
81
Schularick, Moritz
80
Berger, Allen N.
74
Metrick, Andrew
74
Gorton, Gary
73
Arestis, Philip
72
Gambacorta, Leonardo
71
Dungey, Mardi H.
70
Frankel, Jeffrey A.
68
Park, Donghyun
68
De Grauwe, Paul
67
Heckman, James J.
67
Hein, Eckhard
66
Jinjarak, Yothin
66
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
1
Université de Montréal / Département de sciences économiques
1
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance and economics discussion series
3
The journal of finance : the journal of the American Finance Association
3
Working paper / National Bureau of Economic Research, Inc.
3
CREATES research paper
2
Working papers / Financial Institutions Center
2
American Economic Review papers and proceedings
1
CFS working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
ERID working paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
The American economic review
1
The review of financial studies
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
EconStor
1
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Saved in:
2
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
3
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
4
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
5
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
6
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
7
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
8
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
- In:
The risks of financial institutions : [...papers and …
,
(pp. 513-548)
.
2006
Persistent link: https://www.econbiz.de/10003445632
Saved in:
9
Estimation
of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
10
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
